Asymptotically efficient strategies for a stochastic scheduling problem with order constraints.

DOI10.1214/aos/1015957475zbMath1105.62365OpenAlexW1560163377MaRDI QIDQ1848847

Inchi Hu, Cheng-Der Fuh

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1015957475

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Sequential statistical design (62L05) Sequential statistical analysis (62L10)

Related Items (4)

Optimal strategies for a class of sequential control problems with precedence relations ⋮ Estimation in hidden Markov models via efficient importance sampling ⋮ Sequential Generalized Likelihood Ratios and Adaptive Treatment Allocation for Optimal Sequential Selection ⋮ A tutorial on geometric programming

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